Interest Rates Products

 
 
Tick Size Reduced
Countdown to FOMC
Curve Trade Paper
Bundle Futures Launched
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEZ4 Dec 2014 99.760 0 99.765 99.770 99.760 57014
Eurodollar GEH5 Mar 2015 99.740 0 99.745 99.750 99.735 140264
Eurodollar GEM5 Jun 2015 99.605 -0.01 99.620 99.625 99.600 130435
Eurodollar GEU5 Sep 2015 99.405 -0.015 99.425 99.430 99.390 160545
Eurodollar GEZ5 Dec 2015 99.160 -0.025 99.190 99.190 99.140 235879
Eurodollar GEH6 Mar 2016 98.920 -0.03 98.955 98.960 98.900 189815
Eurodollar GEM6 Jun 2016 98.670 -0.035 98.715 98.720 98.645 130638
Eurodollar GEU6 Sep 2016 98.420 -0.035 98.460 98.475 98.395 146488
10-Year U.S. Treasury Note ZNZ4 Dec 2014 126'120 -0'080 126'200 126'235 126'065 1336097
5-Year Deliverable Interest Rate Swap F1UZ4 Dec 2014 102'025 -0'030 102'080 102'080 101'310 948
10-Year Deliverable Interest Rate Swap N1UZ4 Dec 2014 104'120 a -0'090 104'095 104'160 104'075 1066
2-Year Eurodollar Bundle BU2Z4 Dec 2014 99.210 -0.02 99.200 99.215 99.200 16
3-Year Eurodollar Bundle BU3Z4 Dec 2014 98.770 -0.02 98.770 98.770 98.750 26
5-Year Eurodollar Bundle BU5Z4 Dec 2014 98.115 b -0.025 98.110 98.110 98.110 5
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEZ4 Dec 2014 99.760 0 99.765 99.770 99.760 57014
Eurodollar GEH5 Mar 2015 99.740 0 99.745 99.750 99.735 140264
Eurodollar GEM5 Jun 2015 99.605 -0.01 99.620 99.625 99.600 130435
Eurodollar GEU5 Sep 2015 99.405 -0.015 99.425 99.430 99.390 160545
Eurodollar GEZ5 Dec 2015 99.160 -0.025 99.190 99.190 99.140 235879
Eurodollar GEH6 Mar 2016 98.920 -0.03 98.955 98.960 98.900 189815
Eurodollar GEM6 Jun 2016 98.670 -0.035 98.715 98.720 98.645 130638
Eurodollar GEU6 Sep 2016 98.420 -0.035 98.460 98.475 98.395 146488
30-Day Federal Funds ZQX4 Nov 2014 99.910 0 99.905 99.910 99.905 10355
2-Year Eurodollar Bundle BU2Z4 Dec 2014 99.210 -0.02 99.200 99.215 99.200 16
3-Year Eurodollar Bundle BU3Z4 Dec 2014 98.770 -0.02 98.770 98.770 98.750 26
5-Year Eurodollar Bundle BU5Z4 Dec 2014 98.115 b -0.025 98.110 98.110 98.110 5
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBZ4 Dec 2014 156'19 a -0'25 157'05 157'10 155'28 91258
U.S. Treasury Bond ZBZ4 Dec 2014 141'01 -0'17 141'15 141'19 140'20 385721
10-Year U.S. Treasury Note ZNZ4 Dec 2014 126'120 -0'080 126'200 126'235 126'065 1336097
5-Year U.S. Treasury Note ZFZ4 Dec 2014 119'140 -0'050 119'195 119'217 119'105 676536
3-Year U.S. Treasury Note Z3NZ4 Dec 2014 - - - - -
2-Year U.S. Treasury Note ZTZ4 Dec 2014 109'250 -0'010 109'265 109'267 109'242 213935
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UZ4 Dec 2014 100'135 b -0'010 - 100'147 100'130 -
5-Year Deliverable Interest Rate Swap F1UZ4 Dec 2014 102'025 -0'030 102'080 102'080 101'310 948
10-Year Deliverable Interest Rate Swap N1UZ4 Dec 2014 104'120 a -0'090 104'095 104'160 104'075 1066
30-Year Deliverable Interest Rate Swap B1UZ4 Dec 2014 108'25 a -0'29 108'27 108'27 108'13 39
2-Year Euro Deliverable Interest Rate Swap T1EZ4 Dec 2014 100.535 b +0.020 - 100.535 - -
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CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.
 

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